[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: panel cointegration test for small T

From   "Flora Hofmann" <>
Subject   st: panel cointegration test for small T
Date   Sat, 31 Oct 2009 19:07:46 +0100

Dear statalist, 

The time dimension in my panel dataset ranges from 1970 to 2000. However, the data is averaged over five year periods, thus I have a very small T (T=6). Following the panel unit root tests available in stata (Hadri, Levin-Lin-Chu, Fisher typ test)some series contain a unit root. Thus I want to test for cointegration. However, I can not apply the Westerlund test since, the time dimension is to short. (I obtain the following error message:  "... at least 17 observations are required. Following series do not contain sufficient observations....").

I am only just starting to work with stata and panel data as well. Is there anybody who could give me some advice on this one?


Jetzt kostenlos herunterladen: Internet Explorer 8 und Mozilla Firefox 3.5 -
sicherer, schneller und einfacher!
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index